| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 116552.3625 | 86543.5147 | 30008.8478 | 105537.9335 | 122098.9125 | -16560.979 |
| Total P&L (%) | 116.5524 | 86.5435 | 30.0088 | 105.5379 | 122.0989 | -16.561 |
| Avg Daily Profit (%) | 0.4476 | 0.3323 | 0.1152 | 0.277 | 0.3069 | -0.0695 |
| Buy And Hold Return (%) | 20.8648 | 20.8648 | 20.8648 | 20.8648 | 20.8648 | 20.8648 |
| Max Trade Drawdown | -54611 | -26843 | -64565 | -142939 | -64803 | -162574 |
| Profit Factor | 1.2208 | 1.3628 | 1.1037 | 1.0948 | 1.2473 | 0.9733 |
| Total Trades | 505 | 252 | 253 | 505 | 252 | 253 |
| Winning Trades | 375 | 185 | 190 | 375 | 185 | 190 |
| Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
| Profitability (%) | 74.2574 | 73.4127 | 75.0988 | 74.2574 | 73.4127 | 75.0988 |
| Ratio Avg Win / Avg Loss | 0.4232 | 0.4935 | 0.366 | 0.3795 | 0.4517 | 0.3227 |
| Largest Winning Trade | 9611 | 9524 | 9611 | 19386 | 19386 | 16329 |
| Largest Losing Trade | -42351 | -16557 | -42351 | -108228 | -35634 | -108228 |
| Avg Bars in Trades | 48 | 47 | 50 | 48 | 47 | 50 |
| Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
| Avg Bars in Losers | 113 | 106 | 120 | 113 | 106 | 120 |
| Bars Traded | 24688 | 12003 | 12685 | 24688 | 12003 | 12685 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400148 | 283115 | -174084 | -106508 | 297596 | -578151 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737132300000,
"first_datapoint_time": 1737237600000,
"last_datapoint_time": 1759631400000,
"evaluation_time": 1759632502489,
"expiration_time": 1766111400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 118,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
116552.3625105996,
86543.5146693876,
30008.847841212,
105537.9335054107,
122098.9125017968,
-16560.9789963862
],
[
116.552363,
86.543515,
30.008848,
105.537934,
122.098913,
-16.560979
],
[
0.447555,
0.332323,
0.115233,
0.277036,
0.30688,
-0.0695
],
[
20.864756,
20.864756,
20.864756,
20.864756,
20.864756,
20.864756
],
[
-54611,
-26843,
-64565,
-142939,
-64803,
-162574
],
[
1.220772,
1.36276,
1.103707,
1.09483,
1.247279,
0.973252
],
[
505,
252,
253,
505,
252,
253
],
[
375,
185,
190,
375,
185,
190
],
[
130,
67,
63,
130,
67,
63
],
[
74.257426,
73.412698,
75.098814,
74.257426,
73.412698,
75.098814
],
[
0.423201,
0.49354,
0.365966,
0.379541,
0.451717,
0.32271
],
[
9611,
9524,
9611,
19386,
19386,
16329
],
[
-42351,
-16557,
-42351,
-108228,
-35634,
-108228
],
[
48,
47,
50,
48,
47,
50
],
[
26,
26,
26,
26,
26,
26
],
[
113,
106,
120,
113,
106,
120
],
[
24688,
12003,
12685,
24688,
12003,
12685
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400148,
283115,
-174084,
-106508,
297596,
-578151
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737132300000,
"first_datapoint_time": 1737237600000,
"last_datapoint_time": 1759631400000,
"evaluation_time": 1759632502489,
"expiration_time": 1766111400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 118,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|